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Do measures of monetary policy in a VAR make sense?
Rudebusch, Glenn D. - In: International economic review 39 (1998) 4, pp. 907-931
Persistent link: https://www.econbiz.de/10001338808
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Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen - 1999
Persistent link: https://www.econbiz.de/10001373298
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Impulse response priors for discriminating structural vector autoregressions
Dwyer, Mark - 1998
Persistent link: https://www.econbiz.de/10001354829
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Monetary and inflationary linkages between India and Nepal : a vector autoregression analysis
Bohara, Alok Kumar - In: The Indian economic journal 37 (1989) 1, pp. 40-55
Persistent link: https://www.econbiz.de/10001085815
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A multivariate intervention model for the Dutch mint circulation : estimation and Monte Carlo simulation
Knoop, Han S. van der - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 2, pp. 178-189
Persistent link: https://www.econbiz.de/10001090359
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An optimal control model for monetary policies in Korea
Hahm, Jeong-ho - In: Quarterly economic review (1988), pp. 25-42
Persistent link: https://www.econbiz.de/10001065383
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Is the KLSE plantation index efficient with respect to monetary policy? : Results from an error correction appproach to Granger causality tests
Muzafar-Shah, H. - In: Asian economies 22 (1993) 4, pp. 51-64
Persistent link: https://www.econbiz.de/10001159152
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Zur empirischen Analyse von Zentralbankpräferenzen
Missong, Martin - In: Österreichische Zeitschrift für Statistik und … 22 (1992) 2, pp. 145-163
Persistent link: https://www.econbiz.de/10001150115
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Application of the RESET test to the original Andersen-Jordan equation
Baghestani, Hamid - In: Journal of macroeconomics 13 (1991) 1, pp. 157-169
Persistent link: https://www.econbiz.de/10001101568